Are there any Android apps in particular that might be slowing down my phone?

There aren’t any Android apps in particular that you should avoid on your phone, but you might be surprised to discover just how many processes are running in the background. There are several ‘task killer’ apps out there that allow you to stop background processes and free up memory.

discojake is right. Read the comments in the Market that accompany the apps.
Some home-/UI-replacements can be quite heavy on resources, while others are actually lighter - on my HTC Desire HD e.g. disabling Sense UI and using Launcher Pro instead frees up a quarter of available RAM (same with Sense on winmo 6.5 - it's a gobbler).
Like on PC's anti-virus apps can be a bit of a drain.
The problem aren't really apps - even if not killed, they go to idle-mode eventually. The problem in Android are the many background sync activities. Constantly looking for the best connection and using it and switching from 2G to 3G to WiFi...that is actual work the OS is doing.